%ev_qw_my1.m: Numerical calculation of conditional expectation of
%value function in consumption/savings and labor/leisure problem
%using Guassian Quadrature

%Program computes a numerical estimate of E{V[R(w-c)]}
%where R is a lognormally distributed security return with draws
%from a truncated log normal.

%w=agents wealth
%c=consumption level
%r=realized security return in previous period

%vf=vector containing value function at grid points.
%wgrid=grid of quadrature abscissa on wealth axis at which vf is evaluated.
%wts=quadrature weights
%ppi=if1, use quadrature weights/abscissae below; if 0 use wgrid,wts.
%qa=quadrature abscissae
%qw=quadrature weights
%unquad=method to calculate the quadrature integration

function[x]=ev_qw_my1(cnu);
global lntden wgrid i qa qw unquad rp wgrid vf;
vinth=@vint;
n=size(qa,1);
step2=zeros(n,1);
if unquad==0;
else;
    step1=rp*(wgrid(i)-cnu);
    step2=interpol1(wgrid,vf,step1,'linear','extrap');
    x=sum(step2.*qw);
end;